The best way to hold parts flat is with a vacuum hold down table, or vacuum jigs made for individual parts. Even with vacuum, small parts are always a problem. Leaving a very thin layer for the final pass is called onion skinning, and can work well, but again, small parts are always going to be a problem. Double sided tape will also work well, but you may go through a lot of tape and it's a pain to get the tape off.
If you're getting tired of standing over the machine waiting, you need a faster machine.
And lastly, you want to get a compression spiral bit, which will cut cleanly on both the top and bottom edges, but only if you cut full depth in a single pass. Or, make multiple passes and leave a small amount of material for a full depth cleanup pass.
Sorry for the brevity, but I'm a bit busy right now.